-81.3%
EPAM vs URA
+128.0%
-209.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.5% |
| 7D | +2.0% | +1.1% | +0.9% | +1.7% |
| 30D | +6.5% | +7.4% | -0.9% | +5.0% |
| 3M | +19.9% | -8.4% | +28.3% | +21.3% |
| 6M | -16.9% | -12.7% | -4.2% | -15.9% |
| YTD | -42.9% | +7.8% | -50.7% | -45.6% |
| 1Y | -30.4% | +19.5% | -49.8% | -36.6% |
| 3Y | -54.7% | +116.4% | -171.2% | -67.0% |
| All | -81.3% | +128.0% | -209.3% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling